Unable to see inside object
Select everything, click CTRL+N and then flip normals

Normals is the vector value that represents face's direction. By default normals are directed outside of the sphere, so everything will be displayed correctly only on this side. When you flip normals, you flip the direction of the faces to make them facing inwards.

Also, if you want to use this sky as background or lightning, make sure to check out what HDRI is and how to use it in blender.